Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51711.99 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48512.93 Kr¶

PnL: ---------------------------------------> -574.64 Kr¶

DD now: ---------------------------------> -0.447 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 14:34:03.479415'

Anic Portfolio¶

Today¶

Return: 0.141 %¶

This Week¶

Return: 8.805 %¶

Total¶

Return: 69.292 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.210000 811.200000 138.200000 20.530000 673.000000
Nordea Bank Abp 29 1.000000 3567.000000 113.000000 3.270000 3453.999992
FM Mattsson Mora Group B 54 -3.940000 3288.600000 108.600000 3.420000 3180.000006
SAAB B 8 1.570000 3470.400000 93.400000 2.770000 3377.000000
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.200000 614.400000 50.400000 8.940000 564.000000
Resurs Holding 22 1.220000 618.860000 44.860000 7.820000 573.999998
MedCap 2 -0.860000 459.000000 38.000000 9.030000 421.000000
AcadeMedia 12 0.410000 593.760000 36.760000 6.600000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.580000 389.700000 34.700000 9.770000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
OEM International B 7 1.550000 550.900000 22.900000 4.340000 527.999997
Securitas B 6 2.350000 585.480000 15.480000 2.720000 570.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Boozt 12 1.910000 1662.000000 8.000000 0.480000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.280000 545.750000 -0.250000 -0.050000 546.000000
Karnov Group 9 -0.830000 535.500000 -0.500000 -0.090000 536.000004
Corem Property Group B 59 2.200000 576.140000 -0.860000 -0.150000 576.999999
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.460000 507.130000 -26.870000 -5.030000 533.999999
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -1.390000 537.800000 -36.200000 -6.310000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Beijer Electronics Group 27 -2.700000 2921.400000 -162.600000 -5.270000 3083.999994
Axfood 15 -2.940000 3915.000000 -385.000000 -8.950000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48512.930000 -574.640000 -0.44738% 49087.564636

Updated:¶

'2023-02-01 14:34:16.176751'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶